In
mathematics, the
Hermite–Hadamard inequality, named after
Charles Hermite and
Jacques Hadamard and sometimes also called
Hadamard's inequality, states that if a function ƒ : [
a,
b] →
R is
convex, then the following chain of inequalities hold:
Generalisations - The concept of a sequence of iterated integrals
Suppose that −∞ <
a <
b < ∞, and let
f:[
a,
b] →
ℝ be an integrable real function. Under the above conditions the following sequence of functions is called the sequence of iterated integrals of
f,where
a ≤
s ≤
b.:
Example 1
Let [
a,
b] = [0, 1] and
f(
s) ≡ 1. Then the sequence of iterated integrals of 1 is defined on [0, 1], and